317 results found
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incorporate the stock viewer so it will work with the backtest. That is where people go to first and it would be a great help.
We can backtest any search using the Unisearch tool, but we cannot do the same backtesting when using the Viewer/stocks. This is where subscribers are told to start so why not have backtesting for this. In experimenting and using only the quick test that the viewer/stocks excelled beyond any of the 15 searches I tried.
1 vote -
control max drawdown of portfolio automatically
we can set up a portfolio control automatically not only with stop criteria { for example 50% gain 15% loss } but also with maximum draw down of the portfolio when the portfolio is reached for example 30% negative draw down it will stop out all the position in the back testing , and change to a new Unisearch to build up another good new portfolio to fit the right trend in the right time
2 votes -
Performance of model portfolios using MTI MA crossovers
Since the Sure Fire Success trading system was developed using the RT kicker combo signals, no new combo pairs have been introduced for a long while using this system. I can understand this since the long-term market trend has stayed bullish, so the focus has shifted to mainly bullish strategies (using primarily confirmed up/down signals)shown in SOTW sessions during most of this year. These strategies tend to have much smaller max. drawdowns and less frequent trades.
Has there been any research done on back tests of the SFS model portfolios currently being tracked by VV using MTI MA crossovers instead…
1 vote -
Add more historical data to BackTester
Would you please consider adding more historical price data to the BackTester, along with the corresponding VectorVest timing signals (C/UP, C/DN, etc.)?
More historic data will help test ideas across a broader variety of market conditions and avoid curve-fitting problems.
1 vote -
Code field for backtester
In the backtester we would like to have a new addional field to identify teh tests with a code number for easy reference / search
1 vote -
Backtester ATR Stop value recalculated daily VERSUS maitaining the value calculated on the date of enrty trade
Backtester ATR Stop value recalculated daily VERSUS maitaining the value calculated on the date of enrty trade
3 votes -
Add stock symbols used quarterly in backtests
Because the VV data base loses stock symbols due to delisting and buy outs (the survivorship bias), results of backtests sometime cannot be repeated a second time. The user can manually find out
if there are changes in the stocks selected in the second run by examining the Trade History under the Reports tab of the Backtester. This tedious and time consuming when the backtest covers several years. By adding a list of stock symbols used each quarter or less under the Reports tab, the user can quickly compare and follow up on the missing symbols.2 votes -
1 vote
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Have an option to have the "Include dates beyond the end of the backtest" box always checked
Have an option to have the "Include dates beyond the end of the backtest" box always checked.
This would make it a lot easier and faster to step a backtest forward everyday. It gets annoying having to select that box every time.
1 vote -
BackTest Transaction Log Include Reason for Trade
When I study the transaction log for a backtest, I'm trying to determine why a particular trade was made. It's not always easy to tell, and it takes a lot of study. It would be very helpful if the transaction log would include a column for the reason for the trade with some degree of detail, such as "trailing stop hit at 99.99," or "RT Combo up signal," etc.
2 votes -
Average True Range (ATR) – Plot Stops on Charts, Enable use as a Custom/Calculated Field and Enable Use for Volatility Based Position Sizing
There are a range of ATR requests so this is to some extent duplication.
VV currently offers the use of ATR as a stop in back tests with variables being the lookback period and ATR multiplyer. Can this facility be extended to allow plotting such stops on stock and index charts please?Please introduce the capability to use ATR as a calculted/custom field in Watch Lists, Viewers, Portfolios and Backtests.
Can VectorVest implement the use of ATR volatility to generate volatility based position sizes for backtests and portfolio management.
Much has been written about the importance of correct Position Sizing…
6 votes -
1 vote
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2 votes
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BackTest Graph
Add the ability to overlay MTI onto a backtest graph, so one can more easily see how the backtest compares to the overall market.
1 vote -
BackTester Parameter Comparisons
When I work on a succession of backtests, changing one parameter at a time, I soon lose track of what I did, and it's not possible to tell from the current listing of backtests how they vary. I would like to be able to see a chart of the parameters used in each backtest for comparative purposes, as in spreadsheet form, either in the existing display, or a report or spreadsheet export. As it is, one has to be very inventive with the names or keep a spreadsheet on the side, all of which takes a lot of time.
1 vote -
Backtester Report with Running Gain/Loss
I' like to be able to produce a report from a backtest that shows the developing gain or loss over time by day, week, month or year. The Transactions report doesn't suffice, because it doesn't show gain or loss and can't be exported to a spreadsheet. It's also not day, week or month oriented. I would also like to see at least a monthly or annual report of gains and losses in the Summary Report.
1 vote -
Backtester Rerun
I'd like to be able to rerun a backtest after changing the underlying UniSearch. As it is, I have to make a useless change to the test, initiate a run, stop, and go back and fix it and run it again. The Run button is not enabled unless a change is made to the test.
2 votes -
Don't rebalance portfolio
When a stock is sold, everything gets sold then is reinvested in many of the stocks that were just sold but rebalanced. This way the best performing stocks are reduced and worst performing are increased. Also, % stop losses are reset when they shouldn't be.
2 votes -
Close out position on same day as it reaches stop loss not the next opening
This makes a HUGE difference in overall performance over time. In the real world, we place stop losses so that we are taken out as quickly as possible and would not arbitrarily wait until the next morning before acting.
1 vote -
Make a change to %Gain/(loss) Stop criteria by allowing a stop loss in the loss criteria.
Right now if I enter 50/10 for gain/loss, I could potentially have a 60% drawdown. By allowing to distinguish between a loss from purchase price or a moving stop loss, I could navigate a severe stock correction.
1 vote
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